A general method to the strong law of large numbers and its applications (Q2483457): Difference between revisions
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Revision as of 00:06, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general method to the strong law of large numbers and its applications |
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A general method to the strong law of large numbers and its applications (English)
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28 April 2008
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A method for proving strong laws of large numbers under very general conditions is presented. The crucial condition is a maximal inequality of Hájek-Rényi type providing sufficiently sharp bounds of a maximal tail probability. The obtained results are applied to sums of both positively associated and negatively associated random sequences. The derived rate of convergence is close to the optimal achievable convergence rate for independent random variables.
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strong laws of large numbers
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maximal inequality
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tail probability
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rate of convergence
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associated random variables
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